Estimating the tails : application of EVT in Indian capital market
Year of publication: |
2011
|
---|---|
Authors: | Roy, Malay K. ; Roy, Hirak ; Ghosh, Surajit |
Published in: |
Praj̄nȧn : journal of social and management sciences. - Pune : National Institute of Bank Management, ISSN 0970-8448, ZDB-ID 190581-8. - Vol. 40.2011, 3, p. 215-232
|
Subject: | Börsenkurs | Share price | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Pareto-Optimum | Pareto efficiency | Ausreißer | Outliers | Indien | India | 2003-2009 |
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